| Metric | cnn | lstm | xgboost | naive |
|---|---|---|---|---|
| diff_of_means | -0.83824891 | 1.36962882 | 1.53361457 | 1.57470863 |
| ratio_of_sd | 0.98024260 | 0.96925080 | 0.90907652 | 0.91352163 |
| amplitude_ratio_of_means | 0.81619618 | 0.77893794 | 0.60885574 | 0.64092897 |
| maximum_error | 0.20754717 | 0.14835666 | 0.15353013 | 0.17346318 |
| ks_mean_on_coarse_res_with_extremes | 0.19565780 | 0.17856303 | 0.34668940 | 0.32304725 |
| qqplot_mae | 0.04776701 | 0.05810674 | 0.09342224 | 0.10331895 |
| acf_mae | 0.08720249 | 0.09395202 | 0.14037567 | 0.12622529 |
| extremogram_mae | 0.04341892 | 0.03373309 | 0.07448401 | 0.06544097 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | lstm | naive | xgboost | cnn |
|---|---|---|---|---|
| diff_of_means | 0.50003061 | 0.71760728 | 0.7584587 | -1.62885836 |
| ratio_of_sd | 0.96195779 | 0.90888401 | 0.8991539 | 0.97750451 |
| amplitude_ratio_of_means | 0.77919248 | 0.64086831 | 0.6091228 | 0.81658211 |
| maximum_error | 0.17604991 | 0.17437614 | 0.1521607 | 0.21256847 |
| ks_mean_on_coarse_res_with_extremes | 0.10919146 | 0.24499219 | 0.3242218 | 0.17508549 |
| qqplot_mae | 0.07169835 | 0.11534764 | 0.1062700 | 0.07869589 |
| acf_mae | 0.08725577 | 0.11752199 | 0.1304543 | 0.07915019 |
| extremogram_mae | 0.01263560 | 0.04354219 | 0.0412176 | 0.01520675 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | cnn | lstm | xgboost | naive |
|---|---|---|---|---|
| diff_of_means | -0.88529623 | 1.37252441 | 1.64883486 | 1.68502858 |
| ratio_of_sd | 0.96920437 | 0.95525922 | 0.89119027 | 0.89745514 |
| amplitude_ratio_of_means | 0.82892802 | 0.78630213 | 0.60987065 | 0.64283507 |
| maximum_error | 0.21774194 | 0.17300670 | 0.14592209 | 0.16250761 |
| ks_mean_on_coarse_res_with_extremes | 0.15068755 | 0.12618596 | 0.31045752 | 0.27879567 |
| qqplot_mae | 0.06158247 | 0.06778323 | 0.10700557 | 0.11768253 |
| acf_mae | 0.06834695 | 0.07508555 | 0.12230778 | 0.11087544 |
| extremogram_mae | 0.03734327 | 0.04123521 | 0.07101472 | 0.06623345 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | xgboost | naive | lstm | cnn |
|---|---|---|---|---|
| diff_of_means | -4.3265832 | -4.5090942 | -4.75379467 | -6.87832575 |
| ratio_of_sd | 0.9706779 | 0.9897927 | 1.02875561 | 1.05451381 |
| amplitude_ratio_of_means | 0.6383577 | 0.6648518 | 0.80401959 | 0.84837501 |
| maximum_error | 0.1798539 | 0.1352708 | 0.20130858 | 0.24771759 |
| ks_mean_on_coarse_res_with_extremes | 0.4045505 | 0.3878834 | 0.27380468 | 0.26343362 |
| qqplot_mae | 0.1727387 | 0.1782749 | 0.18798248 | 0.27194292 |
| acf_mae | 0.1322792 | 0.1281389 | 0.09442953 | 0.09521927 |
| extremogram_mae | 0.1345714 | 0.1312253 | 0.09283425 | 0.09284305 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | cnn | xgboost | naive | lstm |
|---|---|---|---|---|
| diff_of_means | 32.75271617 | 36.02179900 | 36.47939400 | 38.667493444 |
| ratio_of_sd | 0.64121747 | 0.54635628 | 0.60991629 | 0.670726975 |
| amplitude_ratio_of_means | 0.64540806 | 0.36762317 | 0.52189919 | 0.606664373 |
| maximum_error | 0.16631163 | 0.26886792 | 0.23919659 | 0.195678637 |
| ks_mean_on_coarse_res_with_extremes | 0.06209150 | 0.37328431 | 0.23283396 | 0.040167523 |
| qqplot_mae | 1.29491819 | 1.42478652 | 1.44225690 | 1.528766052 |
| acf_mae | 0.03078844 | 0.12785670 | 0.08400810 | 0.048890408 |
| extremogram_mae | 0.02745492 | 0.04533848 | 0.02577311 | 0.009254367 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | cnn | xgboost | naive | lstm |
|---|---|---|---|---|
| diff_of_means | 33.01956437 | 36.67296959 | 37.28542270 | 39.35906393 |
| ratio_of_sd | 0.63099959 | 0.52901514 | 0.59930160 | 0.65849066 |
| amplitude_ratio_of_means | 0.64725035 | 0.36093864 | 0.52627031 | 0.60395059 |
| maximum_error | 0.17650639 | 0.27343274 | 0.21332928 | 0.22519781 |
| ks_mean_on_coarse_res_with_extremes | 0.04346985 | 0.32298039 | 0.20359706 | 0.10196078 |
| qqplot_mae | 1.30546836 | 1.45057052 | 1.47412422 | 1.55610813 |
| acf_mae | 0.04498170 | 0.11459311 | 0.06696827 | 0.03990949 |
| extremogram_mae | 0.03017030 | 0.03210134 | 0.01913391 | 0.02786712 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | cnn | xgboost | naive | lstm |
|---|---|---|---|---|
| diff_of_means | 32.46837496 | 35.89565899 | 36.37175131 | 38.49574007 |
| ratio_of_sd | 0.64584392 | 0.54311690 | 0.60662678 | 0.67384011 |
| amplitude_ratio_of_means | 0.65720948 | 0.37056451 | 0.52470648 | 0.62358107 |
| maximum_error | 0.16113816 | 0.27799757 | 0.22732806 | 0.21667681 |
| ks_mean_on_coarse_res_with_extremes | 0.07401519 | 0.35650161 | 0.22145329 | 0.08920685 |
| qqplot_mae | 1.28367642 | 1.41985718 | 1.43800111 | 1.52197558 |
| acf_mae | 0.04315018 | 0.12476234 | 0.08399707 | 0.04741974 |
| extremogram_mae | 0.05240570 | 0.02715152 | 0.02675930 | 0.03585348 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97